Money market report by Khadim Ali Shah Bukhari & Co on Monday (March 12, 2012).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.10 11.25 9.25 11.50 10.28
1-Week 11.10 11.40 11.25 11.50 11.31
2-Week 11.30 11.50 11.50 11.60 11.48
1-Month 11.40 11.60 11.60 11.70 11.58
2-Months 11.60 11.75 11.75 11.80 11.73
3-Months 11.65 11.75 11.80 11.85 11.76
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.75 11.80 11.80 11.85 11.80
9-Months 11.75 11.85 11.85 11.90 11.84
1-Year 11.80 11.90 11.80 11.90 11.85
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.10 11.25 9.25 11.50 10.28
1-Week 11.20 11.50 11.40 11.60 11.43
2-Week 11.40 11.70 11.70 11.80 11.65
1-Month 11.60 11.80 11.75 11.90 11.76
2-Months 11.75 11.90 11.80 11.95 11.85
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.90 11.85 11.95 11.86
5-Months 11.75 11.90 11.85 11.95 11.86
6-Months 11.80 11.95 11.90 12.00 11.91
9-Months 11.85 11.95 11.90 12.00 11.93
1-Year 11.90 12.00 12.00 12.10 12.00
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 11.95 12.00
0.6-1.0 Years 12.10 12.15
1.1-1.5 Years 12.20 12.25
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.40 12.45
2.6-3.0 Years 12.45 12.50
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.80 12.85
4.1-4.5 Years 12.85 12.90
4.6-5.0 Years 12.90 12.95
5.1-5.5 Years 12.90 12.95
5.6-6.0 Years 12.94 12.98
6.1-6.5 Years 12.98 13.02
6.6-7.0 Years 13.00 13.04
7.1-7.5 Years 13.00 13.04
7.6-8.0 Years 13.02 13.06
8.1-8.5 Years 13.05 13.08
8.6-9.0 Years 13.07 13.10
9.1-9.5 Years 13.06 13.09
9.5--10.0 Years 13.06 13.09
15 Years 13.30 13.35
20 Years 13.35 13.40
30 Years 13.45 13.50
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.00 12.20
3 Months 12.25 12.40
6 Months 12.25 12.50
12 Months 12.30 12.50
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 11.40 11.50
8-15 Days 11.55 11.65
16-30 Days 11.65 11.70
31-60 Days 11.70 11.75
61-90 Days 11.75 11.80
91-120 Days 11.80 11.84
121-180 Days 11.84 11.89
181-270 Days 11.90 11.92
271-365 Days 11.91 11.94
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 1425 143.5
USD 90.80 91.50
EUR 120.00 121.00
JPY 1.12 1.16
================================